+969.7%
NI vs URA
-51.6%
+1,021.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.0% | -1.3% |
| 7D | -0.9% | -4.1% | +3.2% | -0.4% |
| 30D | +9.6% | -19.0% | +28.6% | +12.7% |
| 3M | +2.5% | -25.1% | +27.6% | +6.2% |
| 6M | -5.8% | -44.5% | +38.7% | +1.4% |
| YTD | +8.6% | -24.3% | +32.9% | +10.7% |
| 1Y | +6.0% | -28.1% | +34.1% | +8.7% |
| 3Y | +91.0% | +40.7% | +50.4% | +71.4% |
| 5Y | +104.8% | +35.5% | +69.3% | +80.2% |
| 10Y | +176.7% | +281.2% | -104.5% | +85.6% |
| All | +969.7% | -51.6% | +1,021.3% | +880.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling